Ecdat (version 0.2-9)

MW: Growth of Disposable Income and Treasury Bill Rate

Description

quarterly observations from 1963-3 to 1975-4

number of observations : 50

observation : country

country : United States

Usage

data(MW)

Format

A time serie containing :

rdi

the rate of growth of real U.S. disposable income, seasonally adjusted

trate

the U.S. treasury bill rate

Source

MacKinnon, J. G. and H. T. White (1985) “Some heteroskedasticity consistent covariance matrix estimators with improved finite sample properties”, Journal of Econometrics, 29, 305-325.

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 5.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series